What are the underlying assumptions of LDA, and how do they affect the performance?

  • Assumes different covariance matrices, normal distribution; affects adaptability
  • Assumes equal class sizes; affects bias
  • Assumes equal variance, non-normal distribution; affects robustness
  • Assumes normal distribution, equal covariance matrices; affects classification accuracy
LDA assumes that the features are normally distributed and that the classes have equal covariance matrices. These assumptions, if met, lead to better "classification accuracy," but if violated, may lead to suboptimal performance.
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